SeriesMagCorrSyncOverlapThrough
Correlation
of % moves
+35%
In sync
of periods
44%
History
weeksweeks · through 2026-18
210
These move in the same direction about 44% of the time
Their swing sizes only faintly line up (~12% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
Decouples in drawdowns
The relationship weakens when both prices are falling — don't count on this pair as a hedge under stress.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Explore
Advanced
Statistics
In sync(i)
44.1%
Headline metric
Movement correlation(i)
+35%
Based on % moves
95% CI
+22% → +46%
Likely range of correlation
Pipeline
Pipeline Summary
210 paired data points survived the weekly window.
Raw input
1,009
1,810
Normalized
1,009
1,810
Prepared
211
1,810
Aligned
210
210
Invalid removed
R²(i)
12.0%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
210
Usable
Time-Shifted Correlation
See how correlation changes when one series is offset in time. A taller bar at a non-zero shift means the two move together better when one leads the other — that's a potential lead/lag signal.
Correlation by shift
Click a bar to inspect. Range: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
+35%
No shift — both series at their actual dates.
210 overlapping points at this shift
Baseline
+35%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+35%
A non-zero peak suggests one series lines up better when shifted against the other.
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
+77%
45 periods · Return correlation when both series rose
Both Falling
+20%
44 periods · Return correlation when both series fell
Diverging
-52%
120 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,601
A: 1 / B: 1600
Series A
RBC
Stock · 1,009 raw → 211 prepared
Series B
15Y Mortgage Rate
MORTGAGE15US
FRED · 1,810 raw → 1,810 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
0.0039
Linear regression slope.
Intercept
4.3737
Linear regression intercept.
Saved 4 hours ago · ID: fred-mortgage15us_stock-rbc_5y
Explore
Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.